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std::string | dayCounter |
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std::string | calendar |
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std::string | atmType |
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std::string | deltaType |
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std::string | longTermAtmType |
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std::string | longTermDeltaType |
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std::string | switchTenor |
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std::string | riskReversalInFavorOf |
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std::string | butterflyStyle |
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bool | isArbitrageFree |
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std::vector< QuantLib::Date > | expiryDates |
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std::vector< double > | times |
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std::vector< std::string > | deltas |
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std::vector< double > | moneyness |
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std::vector< double > | forwards |
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std::vector< std::vector< double > > | moneynessGridStrikes |
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std::vector< std::vector< double > > | moneynessGridProb |
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std::vector< std::vector< double > > | moneynessGridImpliedVolatility |
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std::vector< std::vector< double > > | deltaGridStrikes |
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std::vector< std::vector< double > > | deltaGridProb |
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std::vector< std::vector< double > > | deltaGridImpliedVolatility |
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std::vector< std::vector< bool > > | moneynessGridCallSpreadArbitrage |
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std::vector< std::vector< bool > > | moneynessGridButterflyArbitrage |
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std::vector< std::vector< bool > > | moneynessGridCalendarArbitrage |
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std::vector< std::vector< bool > > | deltaGridCallSpreadArbitrage |
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std::vector< std::vector< bool > > | deltaGridButterflyArbitrage |
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std::vector< std::string > | messages |
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